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Options, futures and other derivatives / John C. Hull.
Author
Hull, John, 1946-
[Browse]
Format
Book
Language
English
Εdition
7th ed.
Published/Created
Upper Saddle River, NJ : Prentice Hall, ©2009.
Description
xxii, 821 pages : illustrations ; 26 cm + 1 CD-ROM (4 3/4 in.)
Availability
Copies in the Library
Location
Call Number
Status
Location Service
Notes
Engineering Library - Stacks
HG6024.A3 H85 2009
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Details
Subject(s)
Futures
[Browse]
Stock options
[Browse]
Derivative securities
[Browse]
Futures market
[Browse]
Employee stock options
[Browse]
Restricted stock options
[Browse]
Series
Prentice Hall finance series
[More in this series]
Prentice Hall series in finance
Summary note
Suitable for advanced undergraduate or graduate business, economics, and financial engineering courses in derivatives, options and futures, or risk management, this text bridges the gap between theory and practice.
Bibliographic references
Includes bibliographical references and indexes.
Contents
Introduction
Mechanics of futures markets
Hedging strategies using futures
Interest rates
Determination of forward and futures prices
Interest rate futures
Swaps
Mechanics of options markets
Properties of stock options
Trading strategies involving options
Binomial trees
Wiener processes and Ito's Lemma
The Black-Scholes-Merton model
Employee stock options
Options on stock indices and currencies
Futures options
Greek letters
Volatility smiles
Basic numerical procedures
Value at risk
Estimating volatilities and correlations
Credit risk
Credit derivatives
Exotic options
Weather, energy, and insurance derivatives
More on models and numerical procedures
Martingales and measures
Interest rate derivatives : the standard market models
Convexity, timing, and quanto adjustments
Interest rate derivatives : models of the short rate
Interest rate derivatives : HJM and LMM
Swaps revisited
Real options
Derivatives mishaps and what we can learn from them.
Show 31 more Contents items
Other title(s)
Options, futures, & other derivatives
ISBN
9780136015864
0136015867
9780132604604
0132604604
9780135009949
0135009944
9780136070269
0136070264
9780136015864 ((CD))
LCCN
2008010842
OCLC
214063743
International Article Number
9780136015864
Statement on language in description
Princeton University Library aims to describe library materials in a manner that is respectful to the individuals and communities who create, use, and are represented in the collections we manage.
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Options, futures and other derivatives / John C. Hull.
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SCSB-5412103